+868.5%
VLO vs TT
+903.8%
-35.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.4% |
| 7D | +5.2% | 0.0% | +5.2% | +5.2% |
| 30D | +22.6% | -7.2% | +29.8% | +26.7% |
| 3M | +43.8% | -3.0% | +46.7% | +44.3% |
| 6M | +65.7% | +1.4% | +64.4% | +60.6% |
| YTD | +131.1% | +15.9% | +115.2% | +108.1% |
| 1Y | +143.6% | +9.4% | +134.2% | +124.7% |
| 3Y | +201.4% | +124.4% | +77.0% | +76.6% |
| 5Y | +568.9% | +138.0% | +430.9% | +265.2% |
| All | +868.5% | +903.8% | -35.3% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling